Anic Equity¶

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Total return since start: 0.55 %¶

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Equity now: -----------------------------> 47331.39 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45936.41 Kr¶

Anic Portfolio¶

Today¶

Return: -0.231 %¶

This Week¶

Return: -1.228 %¶

Total¶

Return: 54.929 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.250000 2782.500000 146.500000 5.560000 2636.000010
HMS Networks 2 14.860000 794.400000 121.400000 18.040000 673.000000
FM Mattsson Mora Group B 50 -0.170000 3005.000000 78.000000 2.660000 2927.000000
SAAB B 8 1.290000 3452.000000 75.000000 2.220000 3377.000000
Intrum 4 7.320000 569.000000 42.000000 7.970000 527.000000
MedCap 2 0.220000 462.000000 41.000000 9.740000 421.000000
Samhällsbyggnadsbo. i Norden B 20 0.130000 392.500000 37.500000 10.560000 355.000000
AcadeMedia 12 -0.410000 583.200000 26.200000 4.700000 557.000004
Corem Property Group B 59 -2.390000 602.390000 25.390000 4.400000 576.999999
Resurs Holding 22 -1.280000 594.220000 20.220000 3.520000 573.999998
Boozt 12 0.070000 1669.200000 15.200000 0.920000 1653.999996
Eastnine 4 0.000000 502.400000 11.400000 2.320000 491.000000
Swedbank A 3 -1.110000 573.300000 9.300000 1.650000 564.000000
Norva24 Group 16 0.700000 550.080000 7.080000 1.300000 543.000000
OEM International B 7 -0.520000 534.800000 6.800000 1.290000 527.999997
Securitas B 6 -0.350000 576.720000 6.720000 1.180000 570.000000
Coor Service Management Hold. 8 0.220000 536.400000 4.400000 0.830000 532.000000
Karnov Group 9 -0.330000 539.100000 3.100000 0.580000 536.000004
Fastighetsbolag. Emilshus Pref 21 -1.820000 564.900000 2.900000 0.520000 562.000005
Creaspac SPAC 6 0.310000 579.000000 2.000000 0.350000 577.000002
Samhällsbyggnadsbo. i Norden D 12 -0.100000 247.440000 1.440000 0.590000 246.000000
CTEK 13 -0.290000 527.540000 -6.460000 -1.210000 533.999999
Nordea Bank Abp 29 -0.620000 3447.520000 -6.480000 -0.190000 3453.999992
Midsona B 63 1.800000 571.410000 -11.590000 -1.990000 582.999984
Handelsbanken A 5 -1.110000 533.750000 -12.250000 -2.240000 546.000000
Beijer Electronics Group 26 -6.460000 2938.000000 -33.000000 -1.110000 2971.000006
Essity B 2 -3.860000 537.600000 -36.400000 -6.340000 574.000000
International Petroleum Corp. 5 -0.630000 549.000000 -45.570000 -7.660000 594.565215
Essity A 4 -3.940000 1074.000000 -75.000000 -6.530000 1149.000000
Vivesto 1368 0.050000 533.790000 -79.210000 -12.920000 612.999432
Sampo Oyj SDB 7 -1.190000 3769.500000 -80.500000 -2.090000 3850.000000
Fasadgruppen Group 35 0.960000 3668.000000 -143.000000 -3.750000 3810.999990
OX2 18 0.640000 1412.100000 -251.900000 -15.140000 1663.999992
Axfood 13 -2.690000 3480.100000 -275.900000 -7.350000 3756.000001
Ovzon 52 0.560000 2776.800000 -585.200000 -17.410000 3361.999992
TOTAL 45929.660000 -958.910000 -2.68405% 46888.564618

Updated:¶

'2023-01-26 11:04:10.432219'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶